+156.7%
RTX vs MO
+142.7%
+14.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.5% |
| 7D | +3.4% | +0.4% | +2.9% | +3.3% |
| 30D | +8.4% | +8.9% | -0.5% | +7.6% |
| 3M | -10.7% | +23.0% | -33.6% | -12.2% |
| 6M | +11.7% | +15.0% | -3.2% | +10.2% |
| YTD | +9.3% | +41.7% | -32.4% | +4.7% |
| 1Y | +13.3% | +43.3% | -30.0% | +8.4% |
| All | +156.7% | +142.7% | +14.0% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling